+62.4%
EWY vs RDW
+9.7%
+52.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.8% |
| 7D | -8.3% | -14.3% | +6.0% | -5.2% |
| 30D | -20.5% | -26.0% | +5.4% | -15.4% |
| 3M | -11.1% | -27.4% | +16.3% | -5.6% |
| 6M | -7.0% | -10.6% | +3.6% | -6.4% |
| YTD | +56.5% | +1.6% | +54.9% | +52.9% |
| 1Y | +62.4% | +11.1% | +51.3% | +57.0% |
| All | +62.4% | +9.7% | +52.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling